diff --git a/zipline/data/loader.py b/zipline/data/loader.py index b00d8e91..01b99463 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -51,7 +51,7 @@ CACHE_PATH = os.path.join( 'cache' ) -#Mapping from index symbol to appropriate bond data +# Mapping from index symbol to appropriate bond data INDEX_MAPPING = { '^GSPC': ('treasuries', 'treasury_curves.csv', 'data.treasury.gov'), @@ -197,8 +197,8 @@ Fetching data from Yahoo Finance. ): benchmark_returns = benchmark_returns.tz_localize('UTC') - #Get treasury curve module, filename & source from mapping. - #Default to USA. + # Get treasury curve module, filename & source from mapping. + # Default to USA. module, filename, source = INDEX_MAPPING.get( bm_symbol, INDEX_MAPPING['^GSPC']) @@ -264,7 +264,7 @@ must specify stocks or indexes""" if start is None: start = pd.datetime(1990, 1, 1, 0, 0, 0, 0, pytz.utc) - if not start is None and not end is None: + if start is not None and end is not None: assert start < end, "start date is later than end date." data = OrderedDict() diff --git a/zipline/data/treasuries_can.py b/zipline/data/treasuries_can.py index a4355442..06f608a1 100644 --- a/zipline/data/treasuries_can.py +++ b/zipline/data/treasuries_can.py @@ -36,7 +36,7 @@ _CURVE_MAPPINGS = { '5year': (get_treasury_rate, "V39053"), '7year': (get_treasury_rate, "V39054"), '10year': (get_treasury_rate, "V39055"), - #Bank of Canada refers to this as 'Long' Rate, approximately 30 years. + # Bank of Canada refers to this as 'Long' Rate, approximately 30 years. '30year': (get_treasury_rate, "V39056"), } @@ -47,7 +47,7 @@ BONDS = ['V39051', 'V39052', 'V39053', 'V39054', 'V39055', 'V39056'] def get_treasury_source(start_date=None, end_date=None): today = datetime.date.today() - #Bank of Canada only has 10 years of data and has this in the URL. + # Bank of Canada only has 10 years of data and has this in the URL. restriction = datetime.date(today.year-10, today.month, today.day) if not end_date: @@ -100,7 +100,7 @@ def get_treasury_source(start_date=None, end_date=None): "%Y-%m-%d").date() bond_header = bond_row.split(",") - #Line up the two dates + # Line up the two dates if bill_end_date > bond_end_date: bill_iter.next() elif bond_end_date > bill_end_date: diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py index a12a24d9..c7f452e9 100644 --- a/zipline/finance/performance/period.py +++ b/zipline/finance/performance/period.py @@ -265,7 +265,7 @@ class PerformancePeriod(object): return if not pd.isnull(event.price): - # isnan check will keep the last price if its not present + # isnan check will keep the last price if its not present self.update_position(event.sid, last_sale_price=event.price, last_sale_date=event.dt) diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index 99b281c5..7f40e320 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -76,7 +76,7 @@ class AlgorithmSimulator(object): # Processor function for injecting the algo_dt into # user prints/logs. def inject_algo_dt(record): - if not 'algo_dt' in record.extra: + if 'algo_dt' not in record.extra: record.extra['algo_dt'] = self.simulation_dt self.processor = Processor(inject_algo_dt) diff --git a/zipline/transforms/batch_transform.py b/zipline/transforms/batch_transform.py index 93d4b2d3..73b09992 100644 --- a/zipline/transforms/batch_transform.py +++ b/zipline/transforms/batch_transform.py @@ -342,7 +342,7 @@ class BatchTransform(object): if self.refresh_period == 0: period_signals_update = True else: - # 1. Is the refresh period over? + # 1. Is the refresh period over? period_signals_update = ( self.trading_days_total % self.refresh_period == 0) # 2. Have the args or kwargs been changed since last time? diff --git a/zipline/utils/data_source_tables_gen.py b/zipline/utils/data_source_tables_gen.py index 8271a4ef..558a0e77 100644 --- a/zipline/utils/data_source_tables_gen.py +++ b/zipline/utils/data_source_tables_gen.py @@ -106,7 +106,7 @@ def merge_all_files_into_pytables(file_dir, file_out): createparents=True) table.append(rows) table.flush() - if not table is None: + if table is not None: table.flush() end = datetime.datetime.now() diff = (end - start).seconds diff --git a/zipline/utils/simfactory.py b/zipline/utils/simfactory.py index a0f7aac2..7250162c 100644 --- a/zipline/utils/simfactory.py +++ b/zipline/utils/simfactory.py @@ -51,9 +51,9 @@ def create_test_zipline(**config): # trade than order trade_count = 101 - #------------------- + # ------------------- # Create the Algo - #------------------- + # ------------------- if 'algorithm' in config: test_algo = config['algorithm'] else: @@ -65,9 +65,9 @@ def create_test_zipline(**config): factory.create_simulation_parameters()) ) - #------------------- + # ------------------- # Trade Source - #------------------- + # ------------------- if 'trade_source' in config: trade_source = config['trade_source'] else: @@ -80,21 +80,21 @@ def create_test_zipline(**config): if trade_source: test_algo.set_sources([trade_source]) - #------------------- + # ------------------- # Benchmark source - #------------------- + # ------------------- test_algo.benchmark_return_source = config.get('benchmark_source', None) - #------------------- + # ------------------- # Transforms - #------------------- + # ------------------- transforms = config.get('transforms', None) if transforms is not None: test_algo.set_transforms(transforms) - #------------------- + # ------------------- # Slippage # ------------------ slippage = config.get('slippage', None) diff --git a/zipline/utils/tradingcalendar_tse.py b/zipline/utils/tradingcalendar_tse.py index 4ceb6c1a..6e578286 100644 --- a/zipline/utils/tradingcalendar_tse.py +++ b/zipline/utils/tradingcalendar_tse.py @@ -88,7 +88,7 @@ def get_non_trading_days(start, end): ) non_trading_rules.append(good_friday) - #Monday prior to May 25th. + # Monday prior to May 25th. victoria_day = rrule.rrule( rrule.MONTHLY, bymonth=5, @@ -207,7 +207,7 @@ def get_non_trading_days(start, end): ) non_trading_rules.append(boxing_day) - #if boxing day is a sunday, the Christmas was saturday. + # if boxing day is a sunday, the Christmas was saturday. # Christmas is observed on the 27th, a month and boxing day is observed # on the 28th, a tuesday. boxing_day_sunday = rrule.rrule( @@ -271,34 +271,34 @@ def get_trading_days(start, end, trading_day=trading_day): trading_days = get_trading_days(start, end) -#Days in Environment but not in Calendar (using ^GSPTSE as bm_symbol): -#-------------------------------------------------------------------- -#Used http://web.tmxmoney.com/pricehistory.php?qm_page=61468&qm_symbol=^TSX -#to check whether exchange was open on these days. -#1994-07-01 - July 1st, Yahoo Finance has Volume = 0 -#1996-07-01 - July 1st, Yahoo Finance has Volume = 0 -#1996-08-05 - Civic Holiday, Yahoo Finance has Volume = 0 -#1997-07-01 - July 1st, Yahoo Finance has Volume = 0 -#1997-08-04 - Civic Holiday, Yahoo Finance has Volume = 0 -#2001-05-21 - Victoria day, Yahoo Finance has Volume = 0 -#2004-10-11 - Closed, Thanksgiving - Confirmed closed -#2004-12-28 - Closed, Boxing Day - Confirmed closed -#2012-10-08 - Closed, Thanksgiving - Confirmed closed +# Days in Environment but not in Calendar (using ^GSPTSE as bm_symbol): +# -------------------------------------------------------------------- +# Used http://web.tmxmoney.com/pricehistory.php?qm_page=61468&qm_symbol=^TSX +# to check whether exchange was open on these days. +# 1994-07-01 - July 1st, Yahoo Finance has Volume = 0 +# 1996-07-01 - July 1st, Yahoo Finance has Volume = 0 +# 1996-08-05 - Civic Holiday, Yahoo Finance has Volume = 0 +# 1997-07-01 - July 1st, Yahoo Finance has Volume = 0 +# 1997-08-04 - Civic Holiday, Yahoo Finance has Volume = 0 +# 2001-05-21 - Victoria day, Yahoo Finance has Volume = 0 +# 2004-10-11 - Closed, Thanksgiving - Confirmed closed +# 2004-12-28 - Closed, Boxing Day - Confirmed closed +# 2012-10-08 - Closed, Thanksgiving - Confirmed closed -#Days in Calendar but not in Environment using ^GSPTSE as bm_symbol: -#-------------------------------------------------------------------- -#Used http://web.tmxmoney.com/pricehistory.php?qm_page=61468&qm_symbol=^TSX -#to check whether exchange was open on these days. -#2000-06-28 - No data this far back, can't confirm -#2000-08-28 - No data this far back, can't confirm -#2000-08-29 - No data this far back, can't confirm -#2001-09-11 - TSE Open for 71 min. -#2002-02-01 - Confirm TSE Open -#2002-06-14 - Confirm TSE Open -#2002-07-02 - Confirm TSE Open -#2002-11-11 - TSX website has no data for 2 weeks in 2002 -#2003-07-07 - Confirm TSE Open -#2003-12-16 - Confirm TSE Open +# Days in Calendar but not in Environment using ^GSPTSE as bm_symbol: +# -------------------------------------------------------------------- +# Used http://web.tmxmoney.com/pricehistory.php?qm_page=61468&qm_symbol=^TSX +# to check whether exchange was open on these days. +# 2000-06-28 - No data this far back, can't confirm +# 2000-08-28 - No data this far back, can't confirm +# 2000-08-29 - No data this far back, can't confirm +# 2001-09-11 - TSE Open for 71 min. +# 2002-02-01 - Confirm TSE Open +# 2002-06-14 - Confirm TSE Open +# 2002-07-02 - Confirm TSE Open +# 2002-11-11 - TSX website has no data for 2 weeks in 2002 +# 2003-07-07 - Confirm TSE Open +# 2003-12-16 - Confirm TSE Open def get_early_closes(start, end):